XRS2.DE vs. CSY8.DE
XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) and CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) are both Small Cap Blend Equities funds - XRS2.DE tracks the Russell 2000® while CSY8.DE tracks the MSCI USA Small Cap ESG Leaders. Both are passively managed. Over the past 5 years, XRS2.DE returned 7.04%/yr vs 6.40%/yr for CSY8.DE. Their correlation of 0.91 suggests significant overlap in exposure. XRS2.DE charges 0.30%/yr vs 0.20%/yr for CSY8.DE.
Performance
XRS2.DE vs. CSY8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRS2.DE achieves a 17.70% return, which is significantly higher than CSY8.DE's 12.89% return.
XRS2.DE
- 1D
- 0.92%
- 1M
- 3.99%
- YTD
- 17.70%
- 6M
- 16.69%
- 1Y
- 38.28%
- 3Y*
- 15.29%
- 5Y*
- 7.04%
- 10Y*
- 10.28%
CSY8.DE
- 1D
- 0.75%
- 1M
- 3.52%
- YTD
- 12.89%
- 6M
- 13.27%
- 1Y
- 25.86%
- 3Y*
- 11.06%
- 5Y*
- 6.40%
- 10Y*
- —
XRS2.DE vs. CSY8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 17.70% | 1.31% | 15.81% | 14.81% | -16.50% | 24.61% | 27.38% |
CSY8.DE CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD | 12.89% | -2.70% | 13.60% | 12.50% | -11.53% | 31.40% | 24.77% |
Correlation
The correlation between XRS2.DE and CSY8.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.91 |
The correlation between XRS2.DE and CSY8.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
XRS2.DE vs. CSY8.DE — Risk / Return Rank
XRS2.DE
CSY8.DE
XRS2.DE vs. CSY8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) and CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| XRS2.DE | CSY8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 3.68 | +0.82 |
| Martin ratioReturn relative to average drawdown | 13.20 | 11.46 | +1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRS2.DE | CSY8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.52 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.31 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.62 | -0.25 |
Drawdowns
XRS2.DE vs. CSY8.DE - Drawdown Comparison
The maximum XRS2.DE drawdown since its inception was -41.13%, which is greater than CSY8.DE's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for XRS2.DE and CSY8.DE.
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Drawdown Indicators
| XRS2.DE | CSY8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -31.41% | -9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -6.99% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -32.77% | -31.41% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | -31.41% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -7.79% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.25% | +0.64% |
Volatility
XRS2.DE vs. CSY8.DE - Volatility Comparison
Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a higher volatility of 5.29% compared to CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) at 3.95%. This indicates that XRS2.DE's price experiences larger fluctuations and is considered to be riskier than CSY8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRS2.DE | CSY8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.95% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.69% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 16.98% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 20.19% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 20.28% | +1.41% |
XRS2.DE vs. CSY8.DE - Expense Ratio Comparison
XRS2.DE has a 0.30% expense ratio, which is higher than CSY8.DE's 0.20% expense ratio.
Dividends
XRS2.DE vs. CSY8.DE - Dividend Comparison
Neither XRS2.DE nor CSY8.DE has paid dividends to shareholders.
Frequently Asked Questions
XRS2.DE and CSY8.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSY8.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSY8.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XRS2.DE.
XRS2.DE tracks Russell 2000®, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: Xtrackers and Credit Suisse. Their fees differ too: 0.30% for XRS2.DE and 0.20% for CSY8.DE.
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